Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 94 | — |
| Standard deviation | 10.21 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 94 | — |
| Standard deviation | 11.13 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 6.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 93 | — |
| Standard deviation | 10.85 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 7.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 52.03K | — |
| 3-year earnings growth | -5.19 | — |